It was his first full-time show business job, but not the first job he lost. Before he joined “SNL,” the Iowa native was using his biomedical engineering degree during the day at CalTech, and doing standup at night. Before that, he was fired from a company that made heart valves.

“I got fired from my first biomedical engineering job, the heart valve company, for tweeting, and I got yelled at a lot,” said Wheelan (pictured above at the Bonnaroo Arts And Music Festival in June). “So it’s nice to get fired from a job and not get yelled at. Nobody’s mad at me over at ‘SNL.’

His fast pivot back to standup includes a performance at Los Angeles’ celebrated Largo on Wednesday. Jay Mohr, Judd Apatow, and Jerrod Carmichael are among the guests on the show, which Wheelan bills as part of the “Brooks Wheelan Falls Back on Standup Comedy Sorta Tour.”

He says of his “SNL” exit: “This is just more of an opportunity to live a ‘Forrest Gump’ life. Bounce around to different shit forever. That’ll be the most interesting way to go about anything.”

We talked to Wheelan about why it’s always best to laugh things off.

TheWrap: It seems like standup would be the hardest thing to do in entertainment because you’re on your own. Did you find “SNL” harder?Brooks Wheelan: I don’t know. I’ve been doing standup seven years so I find standup easy now, and the first time I ever did sketch comedy was when I got hired at “Saturday Night Live.” The first year of standup was just as difficult as the first year at “SNL.” The first year of anything, figuring it out is hard. … You just get better at something. Maybe my seventh year at “SNL” would have come to me as easy as standup comes to me now.

It feels like every kid who grows up watching “SNL” thinks someday they’re going to be on it. Did you?I totally did, which is insane. “SNL” is like a thing we all watch when we’re little and that’s what we know of the comedy world. I watched and I loved Adam Sandler and then I read a book about Adam Sandler and learned that how he got “SNL” was standup. And I thought, ‘Okay, guess I’ve gotta do standup!’ And I got so wrapped up in the standup world that “SNL” was like, not a possibility. And then just randomly out of nowhere I got on “Saturday Night Live.” It was my dream when I was in like fifth grade. When it happened I was like, “Well, that’s a cool thing.”

Is that why you’re able to joke about it?Oh my gosh. Yeah, dude. It was an unrealistic thing that happened. I’m lucky to have worked there. Everything in life is absurd. It’s like, “I got fired from that show? It was fucking crazy I got to be on it.”

Anything bad that happens to me in my life I deal with by making a joke of it. It’s disarming and makes me feel better. It takes the power away from the negative thing that happened to you. That’s not just with “SNL.” That’s with being broken up with, or pulled over, or arrested. You make light of it and make something good of this bad situation.

Wait, have you ever been pulled over or arrested?I got like a public intox when I was like 20 and immediately made jokes about it… That doesn’t really count.

You’ve probably been the most vocal person about getting fired. You were out front about it before the show was.I’ve gotta make light of it. Make it like, “Yeah, I’m not bummed out. I’m gonna move forward. This is a great career advancement for me. I’m just gonna go back to doing standup.” I don’t have any ill feelings toward the show at all. They were really cool for putting me on it. But I’m going to make fun of getting fired, for sure.

Do you think “SNL” made mistakes last season? They also cut two other cast members.I feel like I was hired because they hired so many new cast members, and I feel like I was let go because they hired too many new cast members. So I can’t really fault them. That’s part of the reason I was there and that’s part of the reason I was let go. … They do their own stuff and they clearly know what works.

You tweeted about spending two weeks in Europe and your worries following you there. What worries?Just in life. I’m a worrying guy. What I was worried about in Europe is I have this big show in Los Angeles, but I was in Europe, and I was like, I should be in America. I was in Europe for other shows, it’s not like I was on vacation there.

And the big show is the Largo show?Yeah, I’m really excited about that show. Largo is such a cool space. I could have gone for a smaller venue that would sell out real easy. But I was like, no, I want to do Largo.

What else are you working on?I really like traveling, so I want to do some sort of traveling-camping idea of a show and also a scripted show just about me being an idiot in my life, which is pretty much what I do. And I’m working on a standup hour.

Working on heart valves must have given you a lot of life perspective.Oh for sure. You get perspective anyway. People are like, “Oh, what a bummer. You got fired from ‘Saturday Night Live.'” People get fired from jobs all the time. I got fired from a cool job.

The one thing I did do at “SNL” is I tried harder than I could at anything else. I have no problem going back in there and talking to everybody because I tried as hard as I could and I’m really proud of the stuff I got in. They’re still my pals.